+7.7%
EMB vs PCOR
-8.1%
+15.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.7% | +2.2% | -2.8% | -0.8% |
| 30D | +0.5% | +37.4% | -36.9% | -1.6% |
| 3M | -2.5% | +33.2% | -35.7% | -4.5% |
| 6M | -2.0% | +60.6% | -62.6% | -5.4% |
| YTD | -0.9% | +6.2% | -7.0% | -1.8% |
| 1Y | -0.3% | -1.1% | +0.8% | -0.8% |
| 3Y | +29.2% | +48.4% | -19.2% | +22.7% |
| 5Y | +7.4% | -13.1% | +20.6% | +1.6% |
| All | +7.7% | -8.1% | +15.8% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling